Rapport Backtest

Stratégie · RsiOversold   |   Ticker · MSFT   |   2015-01-02 → 2025-10-31
Capital Final -1,865,527,051,360,352.00 €
P&L -1865527051370352.00 € (-18655270513703.52%)
Total Trades 1
Max Drawdown 11414.00%
Sharpe
0.44
Sortino
0.43
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index9.80
Expectancy343.72

Trades Overview

Total1 Win Rate100.00%
Profit Factorinf Payoff Ratio343.72

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-01-28 05:00:00 2015-04-28 04:00:00 Long 15 36.52 40.71 343.72 11.48% 89